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V-Lab

T-REX 2x Long CIFR Daily Target ETF Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

365.69%

decreased by 8.62%

1 Week

345.33%

decreased by 28.98%

1 Month

315.81%

decreased by 58.50%

Analysis last updated: Monday, July 20, 2026 at 09:18 PM UTC

Date Range:

from

to

6M ·

All

graph of T-REX 2x Long CIFR Daily Target ETF APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 21, 2025 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7526
0.73
α

ARCH

Response to squared shocks

0.1314
8.99***
β

GARCH

Volatility persistence

0.7181
18.75***
γ

leverage

Additional response to negative shocks

0.0944
2.24**
δ

power

Transformation power

0.5000
1.21

Persistence:

0.826

Half-life:

4 days